X0201 N-CEN LIVE 0001320615 XXXXXXXX 811-21732 false false false N-1A true Mercer Funds 811-21732 0001320615 549300J7JB6PJ2JIIB11 99 HIGH STREET BOSTON 02110 US-MA US 617-747-9525 State Street Bank and Trust Company 1 Lincoln Street Boston 02111 617-786-3000 N/A Y N N-1A 7 Y Richard S. Joseph 000000000 Y Harrison M. Bains, Jr. 000000000 N Adela M. Cepeda 000000000 N Gail A. Schneider 000000000 N Robert Phay 005023604 99 High Street Boston 02110 XXXXXX N N N N N N MGI Funds Distributors, LLC 8-046960 000035628 00000000000000000000 N N Deloitte & Touche LLP 34 00000000000000000000 N N N N N Mercer Non-US Core Equity Fund S000010040 549300D34XWEVOKBQI35 Y 4 0 0 N/A N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Revenue sharing split Cash collateral reinvestment fee 46559986.41846150 526498.00000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 17e-1 (17 CFR 270.17e-1) N N N N Mercer Investments LLC 801-63730 000133449 549300EH2E3BUOC07W92 N Massachusetts Financial Services Company 801-17352 000110045 1G3OSH3GLGJ7X1JC5I61 N N LSV Asset Management 801-47689 000109918 EOAQF6H83OMJLRM1LZ09 N N Parametric Portfolio Associates LLC 801-60485 000114310 549300S4WU4W1Z92RF77 N N Arrowstreet Capital, Limited Partnership 801-56633 000111298 LO3UDTZUG0RICVPFGQ53 N N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 N N N Bloomberg L.P. 549300B56MD0ZC402L06 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N ICE Data Services, Inc. 5493000NQ9LYLDBCTL34 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Refinitiv 549300NF240HXJO7N016 N N Deutsche Bank Aktiengesellschaft (Mumbai, Maharashtra, IN, Branch) 7LTWFZYICNSX8D621K86 IN N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch) 2HI3YI5320L3RW6NJ957 NZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Bank Middle East Limited 549300F99IL9YJDWH369 AE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Taiwan) Limited 549300QJEO1B92LSHZ06 TW N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) State Street Bank and Trust Company (Edinburgh, GB, Branch) 571474TGEMMWANRLN572 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Austria AG D1HEB8VEU6D9M8ZUXG17 AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Itau CorpBanca 549300DDPTTIZ06NIV06 CL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Polska Kasa Opieki - Spolka Akcyjna 5493000LKS7B3UTF7H35 PL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank Maghreb S.A 5493003FVWLMBFTISI11 MA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank Aktiengesellschaft (Karachi, Sindh, PK, Branch) 7LTWFZYICNSX8D621K86 PK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear Limited 54930045L3MXWBD27H71 CH N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank Societa per Azioni 529900SS7ZWCX82U3W60 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank International GmbH ZMHGNT7ZPKZ3UFZ8EO46 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Trust Company Canada 549300L71XG2CTQ2V827 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank Aktiengesellschaft (Makati City, Metro Manila, PH, Branch) 7LTWFZYICNSX8D621K86 PH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch) 2HI3YI5320L3RW6NJ957 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Amman, Amman, JO, Branch) RILFO74KP1CM8P6PCT96 JO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Joint Stock Company Commercial Bank Citibank CHSQDSVI1UI96Y2SW097 RU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Hongkong And Shanghai Banking Corporation Limited -The- (Ebene, Plaines Wilhems, MU, Branch) 2HI3YI5320L3RW6NJ957 MU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Czech Republic and Slovakia, a.s. KR6LSKV3BTSJRD41IF75 CZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch) RB0PEZSDGCO3JS6CEU02 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex 2SFFM4FUIE05S37WFU55 MX N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch) 7LTWFZYICNSX8D621K86 NL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Bank Middle East Limited (Doha, Ad Dawhah, QA, Branch) 549300F99IL9YJDWH369 QA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken A/S F3JS33DEI6XQ4ZBPTN86 DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch) E57ODZWZ7FF32TWEFA76 BR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Clearstream Banking S.A. 549300OL514RA0SXJJ44 LU N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) Deutsche Bank Aktiengesellschaft (Sisli, Istanbul, TR, Branch) 7LTWFZYICNSX8D621K86 TR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Hongkong And Shanghai Banking Corporation Limited -The- (Colombo, Western, LK, Branch) 2HI3YI5320L3RW6NJ957 LK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Bank Egypt S.A.E 2138001Q77JDLESS4Y50 EG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services (Athens, Attica, GR, Branch) 549300WCGB70D06XZS54 GR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank Aktiengesellschaft (Jongno-gu, Seoul, KR, Branch) 7LTWFZYICNSX8D621K86 KR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank Aktiengesellschaft (Jakarta, Jakarta, ID, Branch) 7LTWFZYICNSX8D621K86 ID N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UBS Switzerland AG 549300WOIFUSNYH0FL22 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Handlowy w Warszawie Spolka Akcyjna XLEZHWWOI4HFQDGL4793 PL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank (Malaysia) Berhad 529900DLWFR8HK7DR278 MY N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch) F3JS33DEI6XQ4ZBPTN86 NO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Hungary Zrt. Y28RT6GGYJ696PMW8T44 HU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Hong Kong) Limited X5AV1MBDXGRPX5UGMX13 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Thai) Public Company Limited 549300O1LQYCQ7G1IM57 TH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Singapore, SG, Branch) E57ODZWZ7FF32TWEFA76 SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Cititrust Colombia S A Sociedad Fiduciaria 549300242J3IJCOSGI49 CO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch) F3JS33DEI6XQ4ZBPTN86 FI N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Standard Bank of South Africa Limited QFC8ZCW3Q5PRXU1XTM60 ZA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC Bank (China) Company Limited 2CZOJRADNJXBLT55G526 CN N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Hapoalim B.M. B6ARUI4946ST4S7WOU88 IL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank Aktiengesellschaft (Madrid, Madrid, ES, Branch) 529900SICIK5OVMVY186 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) AS SEB Pank 549300ND1MQ8SNNYMJ22 EE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N Mercer Investments LLC 549300EH2E3BUOC07W92 Y N N Mercer Investments LLC 549300EH2E3BUOC07W92 Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N N MMA Securities LLC 8-50591 000044254 00000000000000000000 0.00000000 MMC Securities LLC 8-52349 000103846 2549001ZA93O65N2ZM60 0.00000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 101727.26000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 91723.30000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 67565.44000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 80171.14000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 81577.53000000 Merrill Lynch, Pierce, Fenner & Smith Incorporated 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 105369.32000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 71769.16000000 Societe Generale N/A 000000000 O2RNE8IBXP4R0TD8PU41 FR 73044.78000000 ITG Inc. 8-44218 000029299 549300S41SMIODVIT266 52643.00000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 62768.18000000 1165138.79000000 Standard Chartered Securities (North America) LLC 8-66397 000130847 5493003GCX71N8988W38 2338.08000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 15932182.57000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 625886.56000000 ITG Inc. 8-44218 000029299 549300S41SMIODVIT266 142664186.10000000 164506729.84000000 Y 2098934351.53000000 Committed 50000000.00000000 N N N N Mercer Global Low Volatility Equity Fund S000038540 549300MWBWINJ7DUN324 Y 4 0 0 N/A N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Revenue sharing split Cash collateral reinvestment fee 21874082.04384620 150665.00000000 Rule 32a-4 (17 CFR 270.32a-4) N N N N Mercer Investments LLC 801-63730 000133449 549300EH2E3BUOC07W92 N Veritas Asset Management LLP 801-89169 000174314 549300RL3U27X2Y98H34 N GB N Acadian Asset Management LLC 801-28078 000106609 RQTOM0CI0L1JQEIRRN40 N N Wellington Management Company LLP 801-15908 000106595 549300YHP12TEZNLCX41 N N Martingale Asset Management, L.P. 801-30067 000108526 549300GXM5ZGZJXZ1Y74 N N Parametric Portfolio Associates LLC 801-60485 000114310 549300S4WU4W1Z92RF77 N N State Street Bank and Trust Company 85-05003 571474TGEMMWANRLN572 N N N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Bloomberg L.P. 549300B56MD0ZC402L06 N Refinitiv 549300NF240HXJO7N016 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N ICE Data Services, Inc. 5493000NQ9LYLDBCTL34 N N Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch) RB0PEZSDGCO3JS6CEU02 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Taiwan) Limited 549300QJEO1B92LSHZ06 TW N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex 2SFFM4FUIE05S37WFU55 MX N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Handlowy w Warszawie Spolka Akcyjna XLEZHWWOI4HFQDGL4793 PL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank Aktiengesellschaft (Jongno-gu, Seoul, KR, Branch) 7LTWFZYICNSX8D621K86 KR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken A/S F3JS33DEI6XQ4ZBPTN86 DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank Aktiengesellschaft (Makati City, Metro Manila, PH, Branch) 7LTWFZYICNSX8D621K86 PH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank Aktiengesellschaft (Jakarta, Jakarta, ID, Branch) 7LTWFZYICNSX8D621K86 ID N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank Societa per Azioni 529900SS7ZWCX82U3W60 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch) 2HI3YI5320L3RW6NJ957 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch) F3JS33DEI6XQ4ZBPTN86 FI N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company (Edinburgh, GB, Branch) 571474TGEMMWANRLN572 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UniCredit Bank Hungary Zrt. 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KR6LSKV3BTSJRD41IF75 CZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch) F3JS33DEI6XQ4ZBPTN86 NO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) Citibank, National Association (Singapore, SG, Branch) E57ODZWZ7FF32TWEFA76 SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Thai) Public Company Limited 549300O1LQYCQ7G1IM57 TH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch) 7LTWFZYICNSX8D621K86 NL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Joint Stock Company Commercial Bank Citibank CHSQDSVI1UI96Y2SW097 RU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Trust Company Canada 549300L71XG2CTQ2V827 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank International GmbH ZMHGNT7ZPKZ3UFZ8EO46 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch) 2HI3YI5320L3RW6NJ957 NZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Cititrust Colombia S A Sociedad Fiduciaria 549300242J3IJCOSGI49 CO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank Aktiengesellschaft (Sisli, Istanbul, TR, Branch) 7LTWFZYICNSX8D621K86 TR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services (Athens, Attica, GR, Branch) 549300WCGB70D06XZS54 GR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear Limited 54930045L3MXWBD27H71 CH N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) UBS Switzerland AG 549300WOIFUSNYH0FL22 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank (Malaysia) Berhad 529900DLWFR8HK7DR278 MY N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Deutsche Bank Aktiengesellschaft (Madrid, Madrid, ES, Branch) 529900SICIK5OVMVY186 ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Standard Bank of South Africa Limited QFC8ZCW3Q5PRXU1XTM60 ZA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Hong Kong) Limited X5AV1MBDXGRPX5UGMX13 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Polska Kasa Opieki - Spolka Akcyjna 5493000LKS7B3UTF7H35 PL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N Mercer Investments LLC 549300EH2E3BUOC07W92 Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Mercer Investments LLC 549300EH2E3BUOC07W92 Y N N MMC Securities LLC 8-52349 000103846 2549001ZA93O65N2ZM60 0.00000000 MMA Securities LLC 8-50591 000044254 00000000000000000000 0.00000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 39772.10000000 ITG Inc. 8-44218 000029299 549300S41SMIODVIT266 12933.96000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 17608.12000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 43240.75000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 34725.62000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 61068.20000000 Liquidnet, Inc. 8-52461 000103987 213800HSKBBO1GCVRG79 10057.47000000 JPMorgan Chase & Co. 8-35008 000000079 8I5DZWZKVSZI1NUHU748 20198.47000000 Societe Generale N/A 000000000 O2RNE8IBXP4R0TD8PU41 FR 18568.40000000 Merrill Lynch, Pierce, Fenner & Smith Incorporated 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 36527.16000000 343840.34000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 1242300.00000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 6736445.47000000 Societe Generale N/A 000000000 O2RNE8IBXP4R0TD8PU41 FR 36399791.84000000 44378537.31000000 Y 967687085.00000000 Committed 50000000.00000000 N N N N Mercer Opportunistic Fixed Income Fund S000041478 549300IP3KXY463OLM11 Y 4 0 0 N/A N N Y N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Cash collateral reinvestment fee Revenue sharing split 12364924.96461540 53296.00000000 Rule 10f-3 (17 CFR 270.10f-3) Rule 32a-4 (17 CFR 270.32a-4) N N N N Mercer Investments LLC 801-63730 000133449 549300EH2E3BUOC07W92 N BlackRock International Limited 801-51087 000106843 5493008YUGP5E01IBD70 N GB N T. Rowe Price Associates, Inc. 801-856 000105496 7HTL8AEQSEDX602FBU63 N N Loomis, Sayles & Company, L.P. 801-170 000105377 JIZPN2RX3UMNOYIDI313 N N T. 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